esgin: DATA: ESG scenario generation input

Description Usage Format Details

Description

Input parameters for ESG scenario generation containing Interest Rate - b, Interest Rate - tau, Equity Risk premium (0 since risk neutral), Credit Spread - b, Credit Spread - tau, # of scenarios, projection years, random number seed

Usage

1

Format

1D vector with 8 elements

Details

Interest Rate - b is from srinput; Interest Rate - tau is from srinput; Equity Risk Premium is from rpi; Credit Spread - b is from crspinput; Credit Spread - tau is from crspinput; # of scenarios is from srinput; projection years is from srinput; Random number seed is from srinput


nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.